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fix: insert buy side depth updates correctly (#775)

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John Walley 2022-07-18 14:17:56 +01:00 committed by GitHub
parent 936f849cef
commit 5ddab41e18
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1 changed files with 9 additions and 3 deletions
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12
libs/market-depth/src/lib/depth-chart.tsx
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@ -49,7 +49,8 @@ const updateLevels = (
| MarketDepthSubscription_marketDepthUpdate_buy | MarketDepthSubscription_marketDepthUpdate_buy
| MarketDepthSubscription_marketDepthUpdate_sell | MarketDepthSubscription_marketDepthUpdate_sell
)[], )[],
decimalPlaces: number decimalPlaces: number,
reverse = false
) => { ) => {
updates.forEach((update) => { updates.forEach((update) => {
const updateLevel = formatLevel(update, decimalPlaces); const updateLevel = formatLevel(update, decimalPlaces);
@ -61,7 +62,11 @@ const updateLevels = (
Object.assign(levels[index], updateLevel); Object.assign(levels[index], updateLevel);
} }
} else if (update.volume !== '0') { } else if (update.volume !== '0') {
index = levels.findIndex((level) => level.price > updateLevel.price); index = levels.findIndex((level) =>
reverse
? level.price < updateLevel.price
: level.price > updateLevel.price
);
if (index !== -1) { if (index !== -1) {
levels.splice(index, 0, updateLevel); levels.splice(index, 0, updateLevel);
} else { } else {
@ -104,7 +109,8 @@ export const DepthChartContainer = ({ marketId }: DepthChartManagerProps) => {
? updateLevels( ? updateLevels(
dataRef.current.data.buy, dataRef.current.data.buy,
delta.buy, delta.buy,
decimalPlacesRef.current decimalPlacesRef.current,
true
) )
: dataRef.current.data.buy, : dataRef.current.data.buy,
sell: delta.sell sell: delta.sell